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Evaluation of subgradients for the primal gap of variational inequalities and an application to the demand adjustment problem

Author
Codina, E.; Lídia Montero
Type of activity
Presentation of work at congresses
Name of edition
5th EURO/INFORMS Joint International Meeting
Date of publication
2003
Presentation's date
2003
Book of congress proceedings
New opportunities for operations research: 5th EURO/INFORMS Joint International Meeting [Recurs electrònic]: july 6-10 2003, Istanbul, Turkey
First page
1
Last page
17
Abstract
In this paper the use of primal gap functions for variational inequalities for solving bilevel programming problems with equilibrium constraints is addressed. First a sufficient condition is presented so that the Clarke’s subgradient of a Lipschitz continuous function can be evaluated by means of partial subgradients. This sufficient condition is shown to be verified by the primal gap function of a variational inequality defined on a polyhedral set and an application is developed for the deman...
Keywords
Gap functions, Traffic assignment, Variational inequalities, bilevel programming, demand adjustment, nondifferentiable functions
Group of research
IMP - Information Modelling and Processing
inLab FIB

Participants